Force Windows To Use Your Wired Connection Instead Of Wi-Fi

If you have a wireless connection and then plug into your wired network, Windows might continue to use your wireless connection for your network usage. Here’s how to change the primary network connection.

As explained on Microsoft, when more than one network connection is available, Windows will choose the one with the lowest metric value (automatically assigned based on the network connection’s rated speed). Previously, to change the default priority of each interface you would change the metric value for each connection. NirmalTV suggests a newer, simpler method:

Go to Network Connections under the Control Panel

Under the file menu, go to Advanced > Advanced Settings

In the Adapters and Bindings tab, click on the connection you want prioritised (the ethernet connection) and use the up arrow to move it to the top of the list

That’s it! Hit OK, and now your wired connection will be the default (when you’re plugged in, that is).

And the missing steps are:
Click on Network and Sharing Centre,
Click on Change adapter settings,
Click on Advanced (in Win 7 you'll need to press the Alt key to reveal it) and then Advanced Settings in the popup,
and then you can change the order.